机构

• 数学与系统科学研究院 [8]

采集方式

• OAI收割 [8]

内容类型

• 期刊论文 [8]

发表日期

• 2021 [8]

学科主题

筛选

浏览/检索结果: 共8条，第1-8条 帮助 限定条件 发表日期：2021    专题：数学与系统科学研究院    第一署名单位    第一作者单位    通讯作者单位     条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择提交时间升序提交时间降序题名升序题名降序作者升序作者降序发表日期升序发表日期降序 A Minibatch Proximal Stochastic Recursive Gradient Algorithm Using a Trust-Region-Like Scheme and Barzilai-Borwein Stepsizes 期刊论文  OAI收割 IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2021, 卷号: 32, 期号: 10, 页码: 4627-4638 作者:  Yu, Tengteng;  Liu, Xin-Wei;  Dai, Yu-Hong;  Sun, Jie   |  收藏  |  浏览/下载：10/0  |  提交时间：2022/04/02 Convergence  Convex functions  Risk management  Gradient methods  Learning systems  Sun  Barzilai-Borwein (BB) method  empirical risk minimization (ERM)  proximal method  stochastic gradient  trust-region   Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文  OAI收割 ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606 作者:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang   |  收藏  |  浏览/下载：16/0  |  提交时间：2021/10/26 ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast   Time-varying model averaging? 期刊论文  OAI收割 JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992 作者:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu   |  收藏  |  浏览/下载：21/0  |  提交时间：2021/06/01 Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging   Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients 期刊论文  OAI收割 STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 134, 页码: 55-93 作者:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying   |  收藏  |  浏览/下载：9/0  |  提交时间：2021/10/26 Weak convergence  Invariant measure  Kolmogorov equation  Malliavin calculus   Structure-Preserving Numerical Methods for Stochastic Poisson Systems 期刊论文  OAI收割 COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2021, 卷号: 29, 期号: 3, 页码: 802-830 作者:  Hong, Jialin;  Ruan, Jialin;  Sun, Liying;  Wang, Lijin   |  收藏  |  浏览/下载：15/0  |  提交时间：2021/04/26 Stochastic Poisson systems  Poisson structure  Casimir functions  Poisson integrators  symplectic integrators  generating functions  stochastic rigid body system   Stochastic Variance Reduced Gradient Methods Using a Trust-Region-Like Scheme 期刊论文  OAI收割 JOURNAL OF SCIENTIFIC COMPUTING, 2021, 卷号: 87, 期号: 1, 页码: 24 作者:  Yu, Tengteng;  Liu, Xin-Wei;  Dai, Yu-Hong;  Sun, Jie   |  收藏  |  浏览/下载：15/0  |  提交时间：2021/04/26 Stochastic variance reduced gradient  Trust region  Barzilai-Borwein stepsizes  Mini-batches  Empirical risk minimization  90C06  90C30  90C90  90C25   ASYMPTOTICALLY-PRESERVING LARGE DEVIATIONS PRINCIPLES BY STOCHASTIC SYMPLECTIC METHODS FOR A LINEAR STOCHASTIC OSCILLATOR 期刊论文  OAI收割 SIAM JOURNAL ON NUMERICAL ANALYSIS, 2021, 卷号: 59, 期号: 1, 页码: 32-59 作者:  Chen, Chuchu;  Hong, Jialing;  Jin, Diancong;  Sun, Liying   |  收藏  |  浏览/下载：14/0  |  提交时间：2021/04/26 stochastic symplectic methods  superiority  large deviations principle  rate function  asymptotical preservation   STRONG CONVERGENCE OF FULL DISCRETIZATION FOR STOCHASTIC CAHN-HILLIARD EQUATION DRIVEN BY ADDITIVE NOISE 期刊论文  OAI收割 SIAM JOURNAL ON NUMERICAL ANALYSIS, 2021, 卷号: 59, 期号: 6, 页码: 2866-2899 作者:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying   |  收藏  |  浏览/下载：12/0  |  提交时间：2022/04/02 stochastic Cahn-Hilliard equation  spectral Galerkin method  accelarated implicit Euler method  strong convergence rate